+51,000.2%
QCOM vs RJF
+16,130.1%
+34,870.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.6% | +2.4% |
| 7D | +5.8% | +3.4% | +2.4% | +4.5% |
| 30D | -2.3% | +5.9% | -8.2% | -4.5% |
| 3M | +2.7% | -4.6% | +7.3% | +4.5% |
| 6M | -21.0% | +9.5% | -30.5% | -24.5% |
| YTD | +1.8% | +6.0% | -4.2% | -1.8% |
| 1Y | +2.4% | +4.3% | -1.9% | -0.5% |
| 3Y | +52.1% | +76.6% | -24.4% | +18.7% |
| 5Y | +14.6% | +80.6% | -65.9% | -11.8% |
| 10Y | +230.9% | +346.5% | -115.6% | +69.6% |
| All | +51,000.2% | +16,130.1% | +34,870.1% | +5,202.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RJF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling